Pages that link to "Item:Q5051212"
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The following pages link to A CLOSED-FORM PRICING FORMULA FOR EUROPEAN EXCHANGE OPTIONS WITH STOCHASTIC VOLATILITY (Q5051212):
Displaying 11 items.
- A note on ``A closed-form pricing formula for European options under the Heston model with stochastic interest rate'' (Q1713146) (← links)
- A modified Black-Scholes pricing formula for European options with bounded underlying prices (Q1732426) (← links)
- A closed-form pricing formula for European options under the Heston model with stochastic interest rate (Q1743938) (← links)
- Integrating delta: an intuitive single-integral approach to pricing European options on diverse stochastic processes (Q1929374) (← links)
- A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model (Q2131630) (← links)
- Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
- Closed-form pricing formula for exchange option with credit risk (Q2410409) (← links)
- A closed-form approximation formula for pricing European options under a three-factor model (Q5051203) (← links)
- Closed Form Pricing of European Options for a Family of Normal-Inverse Gaussian Processes (Q5745541) (← links)
- Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure (Q6104960) (← links)
- Pricing exchange options under hybrid stochastic volatility and interest rate models (Q6653510) (← links)
